Autocorrelation, autoregression and autoregressive approximation (Q1050059)
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English | Autocorrelation, autoregression and autoregressive approximation |
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Autocorrelation, autoregression and autoregressive approximation (English)
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1982
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autocorrelation
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autoregression
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autoregressive approximation
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rate of almost sure convergence of autocovariances
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best linear predictor
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best predictor
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martingales
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law of iterated logarithm
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strong convergence
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method of subsequences
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stationary ergodic process
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zero mean
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finite variance
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linear innovations
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